-14.6%
PCG vs FANG
+43.6%
-58.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.7% | -4.4% |
| 7D | +6.5% | -0.4% | +6.8% | +6.5% |
| 30D | -16.7% | +2.4% | -19.1% | -17.0% |
| 3M | -14.2% | +4.9% | -19.1% | -14.8% |
| 6M | -21.5% | +12.0% | -33.5% | -23.0% |
| YTD | -11.2% | +37.1% | -48.3% | -15.7% |
| 1Y | -4.2% | +52.3% | -56.5% | -10.5% |
| All | -14.6% | +43.6% | -58.2% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FANG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling